-6.5%
U vs SPG
+18.0%
-24.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.9% |
| 7D | +4.4% | -2.7% | +7.1% | +4.0% |
| 30D | -1.3% | -7.3% | +6.0% | -2.4% |
| 3M | +49.6% | -3.5% | +53.1% | +48.2% |
| 6M | +100.2% | +8.5% | +91.7% | +100.1% |
| YTD | -3.7% | +13.0% | -16.7% | -1.6% |
| 1Y | -6.5% | +18.0% | -24.5% | -6.2% |
| All | -6.5% | +18.0% | -24.5% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling